+205.1%
MNST vs TXG
+16.0%
+189.1%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.5% |
| 7D | -6.5% | +1.8% | -8.3% | -6.6% |
| 30D | -7.2% | +32.0% | -39.2% | -9.8% |
| 3M | -1.0% | +87.0% | -88.0% | -7.2% |
| 6M | +11.5% | +180.1% | -168.6% | 0.0% |
| YTD | +14.3% | +284.1% | -269.8% | -0.9% |
| 1Y | +38.1% | +361.7% | -323.6% | +16.6% |
| 3Y | +55.0% | +15.9% | +39.1% | +47.3% |
| 5Y | +79.6% | -66.2% | +145.8% | +88.0% |
| All | +205.1% | +16.0% | +189.1% | +151.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TXG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling